๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Higher Order Expectations in Asset Pricing

โœ Scribed by PHILIPPE BACCHETTA; ERIC VAN WINCOOP


Book ID
109146900
Publisher
John Wiley and Sons
Year
2008
Tongue
English
Weight
211 KB
Volume
40
Category
Article
ISSN
0022-2879

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


State space methods in asset pricing
โœ M. Cerchi ๐Ÿ“‚ Article ๐Ÿ“… 1989 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 802 KB

The Arbitrage Pricing Theory currently popular in the finance literature is based on the assumption that risky asset returns are generated by an approximate factor model in which the factors are static state variables. Since the factors are often associated with macroeconomic phenomena, in this pape

Conditional Skewness in Asset Pricing Te
โœ Campbell R. Harvey; Akhtar Siddique ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 445 KB